Is it like a 192.168.2.XX and you need to enter numbers in the XX? If so, then you need to make your ps2 have a static IP address and then put your ps2's static IP in the spot where the blank is in the DMZ.

Example:
My PS2 has a Static IP of 192.168.2.20
I would go onto my DMZ settings and make the DMZ 192.168.2.20
I'd then save and let my router do what it needs to do for that change and my PS2 would then be on DMZ.

chak88, first try to find out what IP address you router is assigning your computer first. If its gives it a IP like 192.168.1.5 then you could set your ps2's static ip address in your ps2 network configuration on your memory card as something like 192.168.1.20. But check your computer IP address first, so you know whether the number after the 2nd dot is a 1 or 2. Some routers will use one or the other.

This is for how to do it on a computer, but it will help you understand this better. Just instead of picking your static IP and putting it on your computer, put it on your ps2. The guide will help you understand what you are doing, and how to figure out which numbers to use for your static IP.